+380.2%
CRL vs AMBA
-0.9%
+381.0%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +6.1% | +1.7% | +6.4% |
| 7D | -6.1% | -7.2% | +1.1% | -4.4% |
| 30D | +12.4% | -10.4% | +22.8% | +15.2% |
| 3M | +27.1% | -30.1% | +57.2% | +37.2% |
| 6M | +85.7% | -22.4% | +108.2% | +87.6% |
| YTD | +69.2% | -17.3% | +86.5% | +66.1% |
| 1Y | +97.5% | -35.4% | +132.9% | +104.4% |
| 3Y | +86.1% | +18.6% | +67.5% | +56.1% |
| 5Y | -10.0% | -69.8% | +59.8% | -5.5% |
| All | +380.2% | -0.9% | +381.0% | +221.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AMBA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling